Nearest Neighbor Fit

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

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maxchen
Posts: 191
Joined: Fri Oct 10, 2008 4:03 pm

Nearest Neighbor Fit

Postby maxchen » Tue Sep 07, 2010 6:39 pm

ver 7.1
user guide I P519
Local Weighting (Tricube): If you turn this option off, each local regression will be unweighted with w_i =1 for all i.
My question: W_i=1 for obs in nearest neighbor, and zero outside the neighbor. Subset only, not full set of obs, right?
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EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Nearest Neighbor Fit

Postby EViews Glenn » Wed Sep 08, 2010 9:15 am

Yes. Computational things in EViews are based on the specified sample.
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